Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.684 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 51446.29 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48247.23 Kr¶

PnL: ---------------------------------------> -840.34 Kr¶

DD now: ---------------------------------> -0.959 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 09:15:04.264711'

Anic Portfolio¶

Today¶

Return: -0.373 %¶

This Week¶

Return: 8.246 %¶

Total¶

Return: 68.422 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.420000 3375.000000 195.000000 6.130000 3180.000006
HMS Networks 2 1.640000 791.200000 118.200000 17.560000 673.000000
Nordea Bank Abp 29 -0.050000 3529.880000 75.880000 2.200000 3453.999992
HEBA B 70 0.920000 2698.500000 62.500000 2.370000 2636.000010
MedCap 2 0.430000 465.000000 44.000000 10.450000 421.000000
Swedbank A 3 0.800000 606.000000 42.000000 7.450000 564.000000
Resurs Holding 22 0.430000 614.020000 40.020000 6.970000 573.999998
AcadeMedia 12 0.810000 596.160000 39.160000 7.030000 557.000004
SAAB B 8 -0.020000 3416.000000 39.000000 1.150000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 2.580000 389.700000 34.700000 9.770000 355.000000
Norva24 Group 16 0.000000 576.000000 33.000000 6.080000 543.000000
Intrum 4 1.150000 545.600000 18.600000 3.530000 527.000000
OEM International B 7 0.260000 543.900000 15.900000 3.010000 527.999997
Eastnine 4 0.320000 502.400000 11.400000 2.320000 491.000000
Karnov Group 9 1.330000 547.200000 11.200000 2.090000 536.000004
Fastighetsbolag. Emilshus Pref 21 0.000000 572.250000 10.250000 1.820000 562.000005
Securitas B 6 0.590000 575.400000 5.400000 0.950000 570.000000
Samhällsbyggnadsbo. i Norden D 12 1.260000 250.320000 4.320000 1.760000 246.000000
Coor Service Management Hold. 8 0.220000 535.200000 3.200000 0.600000 532.000000
Midsona B 63 1.860000 585.900000 2.900000 0.500000 582.999984
Creaspac SPAC 6 -0.210000 577.800000 0.800000 0.140000 577.000002
Boozt 12 1.400000 1653.600000 -0.400000 -0.020000 1653.999996
Corem Property Group B 59 1.360000 571.420000 -5.580000 -0.970000 576.999999
Handelsbanken A 5 -0.780000 540.000000 -6.000000 -1.100000 546.000000
Sampo Oyj SDB 7 0.180000 3829.000000 -21.000000 -0.550000 3850.000000
International Petroleum Corp. 5 0.270000 564.000000 -30.570000 -5.140000 594.565215
Essity B 2 -1.140000 539.200000 -34.800000 -6.060000 574.000000
CTEK 13 -0.390000 497.900000 -36.100000 -6.760000 533.999999
Vivesto 1368 0.000000 560.880000 -52.120000 -8.500000 612.999432
Fasadgruppen Group 38 -2.010000 4081.200000 -59.800000 -1.440000 4140.999992
Essity A 4 -0.730000 1084.000000 -65.000000 -5.660000 1149.000000
Beijer Electronics Group 27 -0.720000 2980.800000 -103.200000 -3.350000 3083.999994
OX2 22 2.420000 1812.800000 -176.200000 -8.860000 1989.000002
Axfood 15 -3.830000 3879.000000 -421.000000 -9.790000 4300.000005
Ovzon 64 -1.130000 3360.000000 -636.000000 -15.920000 3996.000000
TOTAL 48247.230000 -840.340000 -0.95889% 49087.564636

Updated:¶

'2023-02-01 09:15:17.092795'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶